Construction of a Computable General Equilibrium Model based on Microeconomic Data for Analyses of the Russian Economic Structure

本研究的目的是构建一个俄罗斯经济的可计算一般均衡（CGE）模型，该模型包括采掘业和金融部门的子模型。构建金融子模型需要额外的家庭储蓄行为信息：我们确定官方统计数据和由世界银行和美国政府赞助的俄罗斯纵向监测调查无法提供足够的信息来构建它。我们组织了一个试点调查来调查俄罗斯两个地区的家庭储蓄态度。这项调查为每个地区提供了250个家庭样本，提供了俄罗斯从未收集过的一类新信息；这些信息大大增加了财务子模型的可信性。人们强烈希望将试点调查变成全面调查，但由于俄罗斯对应机构的组织和财政问题，未能实现这一目标。之后，我们专注于仅根据宏观数据估算俄罗斯的资金流动表。这个表格是在研究期末完成的；然而，结果证明它不太可靠。表中的数字在数学平衡前后变化很大。该研究使俄罗斯金融子模型的构建取得了很大进展；然而，建立一个合理的金融子模型仍然是不可能的。成功地完成了俄罗斯采掘业的建模。基于国民账户、I-O表和公司财务报告，建立了一个包括油气机构部门的CGE模型。分析结果发表在参考期刊上。将公司会计数据转换为国家会计数据和从国家会计数据建立一个静态的通用会计模型的标准程序已经制定并以偶尔文件和讨论文件的形式出版。构建的油气CGE模型为静态模型；因此，它并不适用于分析俄罗斯经济的长期发展。虽然研究期限已经结束，但我正在从两个方向推进研究：(1)用过于简化的资金流动表构建俄罗斯动态CGE模型；(2)用与俄罗斯表格式相同的日本资金流动表构建日本动态CGE模型。少

The purpose of the research is to construct a Computable General Equilibrium(CGE) Model of the Russian Economy which includes the sub-models of the extractive industry and of the financial sector.Additional information on household saving behavior was needed to construct the financial sub-model : we determined that the official statistics and the Russian Longitudinal Monitoring Survey sponsored by the World Bank and the US government could not provide with information much enough to build it We organized a pilot survey to investigate households' attitude to saving in the two Russian regions. The survey, 250 household samples for each region, gave a new class of information which had never been collected in Russia ; the information increased the plausibility of the financial sub-model very much. It was strongly hoped to bring the pilot survey to a full-scale survey, it was, however, not realized because of the organizational and financial problems in the Russian counterpart institution. … More Afterwards, we concentrated on estimating a Russian flow of funds table being based on solely macro data. The table was completed at the end of the research term ; it was, however, turned out not very reliable. The numbers in the table have changed very large before and after mathematical balancing.The research made the construction of the Russian financial sub-model advanced very much ; it was, however, still not possible to build a plausible financial sub-model.Modeling the Russian extractive industry was successfully completed. A CGE model comprising the oil and gas institutional sector was build being based on national accounts, I-O tables, and company financial reports. The results of the analyses were published in referred journals. Standard procedures to convert company accounting data into national accounting data and to make a static CGE model from national accounting data have been developed and published in the form of occasional and discussion papers.The constructed Oil and Gas CGE model was static; it is, therefore, not applicable to analysis of the long-term development of the Russian economy. Although the research term was ended, I am advancing the research in the two directions : (1)to construct a Russian dynamic CGE model with a overly simplified version of the flow of funds table, (2)to build a Japanese dynamic CGE model with a Japanese flow of funds table in the same format as that of the Russian table. Less